bugGNU Octave - Bugs: bug #46068, Missing documentation for the...


bug #46068: Missing documentation for the lambda output of qp ()

Submitter:  Julien Bect <jbect>
Submitted:  Mon 28 Sep 2015 06:50:56 PM UTC
Category:  Documentation Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Documentation
Status:  Need Info Assigned to:  None
Originator Name:  Open/Closed:  * Open
Release:  * dev Operating System:  * Any
Fixed Release:  None Planned Release:  None
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Wed 14 Feb 2024 12:56:52 AM UTC, comment #4: 

there is a matlab quadprog i assume that one is emulating. it may be the same, but it'll probably take stepping through qp to be sure.

Nicholas Jankowski <nrjank>
Group Member
Wed 14 Feb 2024 12:10:59 AM UTC, comment #3: 

There is something in quadprog.m (in the optim package):

## @item lambda
## Structure containing Lagrange multipliers corresponding to the
## constraints. For equality constraints, the sign of the multipliers
## is chosen to satisfy the equation
## @example
## 0.5 H * x + f + A' * lambda_inequ + Aeq' * lambda_equ = 0 .
## @end example
## If lower and upper bounds are equal, or so close to each other that
## they are considered equal by the algorithm, only one of these
## bounds is considered active when computing the solution, and a
## positive lambda will be placed only at this bound.

Not sure if that 100% applies to qp().


Dmitri A. Sergatskov <dasergatskov>
Wed 14 Feb 2024 12:03:45 AM UTC, comment #2: 

this situation hasn't changed in a decade.  There is not definition of the lambda output, the help describes an FVAL return variable that isn't part of the return variable structure, and since this wasn't modeled after a matlab function we can't exactly use any of their docs as a check.

is there anyone who is familiar enough with this solver to provide a brief explanation of the variables for the doc?

Nicholas Jankowski <nrjank>
Group Member
Mon 28 Sep 2015 06:56:08 PM UTC, comment #1: 

Note that it might prove quite difficult to describe the order of the elements of lambda with the current implementation, since:

a) bound constraints are normally transformed into inequality constraints, but sometimes into equality constraints,

b) sometimes inequality constraints are transformed into equality constraints.

Julien Bect <jbect>
Mon 28 Sep 2015 06:50:56 PM UTC, original submission:  

There is no documentation for the fourth output argument of qp (), namely, for lambda.

This output (vector of Lagrange multipliers) is almost useless if the order of the elements inside the vector is not specified.

Julien Bect <jbect>


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    Follows 1 latest change.

    Date Changed by Updated Field Previous Value => Replaced by
    2024-02-14 nrjank StatusNone Need Info

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